Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4075 717592COH 09/30/2012 01992 6.930000000 116,000.0000 1,339.80 11/30/2011 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 14,952.34 11/30/2011 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 16,970.14 11/30/2011 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,556,000.0000 40,123.54 11/30/2011 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 122,311.36 11/30/2011 71X4075 717595COH 09/30/2015 01995 7.260001200 7,340,000.0000 88,814.01 11/30/2011 71X4075 7175AQUA 09/30/2015 01996 6.639998400 1,191,806.0000 13,189.32 11/30/2011 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 332,667.07 11/30/2011 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 23,357.99 11/30/2011 71X4075 7175LINDL 09/30/2013 02003 4.100000400 645,882.3400 4,413.53 11/30/2011 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,000,000.0000 47,833.34 11/30/2011 71X4075 7175FORST 09/30/2020 02004 3.070000800 4,860,000.0000 24,867.01 11/30/2011 71X4075 7175GOLDK 09/30/2020 02004 3.070000800 1,200,000.0000 6,140.00 11/30/2011 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 22,636.14 11/30/2011 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 1,269.29 11/30/2011 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 49,529.35 11/30/2011 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 803.19 11/30/2011 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 8,741.04 11/30/2011 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 15,098.16 11/30/2011 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 55,624.81 11/30/2011 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 6,862.12 11/30/2011 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 9,548.00 11/30/2011 71X4075 7175SOUES 09/30/2016 02005 5.280001200 6,998,250.0000 61,584.61 11/30/2011 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 271.33 11/30/2011 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 1,256.61 11/30/2011 71X4075 7175CMEC 09/30/2020 02006 4.980999600 5,035,000.0000 41,798.89 11/30/2011 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 969.83 11/30/2011 71X4075 7175DARPR 09/30/2017 02006 4.522201200 274,400.0000 2,068.15 11/30/2011 71X4075 7175DELTP 09/30/2020 02006 4.980999600 5,928,000.0000 49,212.28 11/30/2011 71X4075 7175LATP3 09/30/2014 02006 4.522201200 1,574,000.0000 11,863.24 11/30/2011 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 4,431.30 11/30/2011 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 4,386.54 11/30/2011 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 69,868.01 11/30/2011 71X4075 7175ACF3 09/30/2016 02007 4.980999600 329,840.0000 2,738.22 11/30/2011 71X4075 7175ACFB 09/30/2016 02007 4.980999600 518,320.0000 4,302.92 11/30/2011 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 2,344,220.0000 19,460.93 11/30/2011 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 7,769.30 11/30/2011 71X4075 7175AESJO 09/30/2027 02007 4.980999600 3,311,955.5200 27,494.75 11/30/2011 71X4075 7175ALLBC 09/30/2015 02007 4.980999600 2,400,000.0000 19,924.00 11/30/2011 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 2,341.07 11/30/2011 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 1,509.24 11/30/2011 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 12,664.19 11/30/2011 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 10,061.62 11/30/2011 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 5,005.90 11/30/2011 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 51.89 11/30/2011 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 345.35 11/30/2011 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 1,287.59 11/30/2011 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 8,872.41 11/30/2011 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 45,410.11 11/30/2011 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 485.65 11/30/2011 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 1,419.58 11/30/2011 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 12,906.95 11/30/2011 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 2,969.06 11/30/2011 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 1,103.46 11/30/2011 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 6,282.75 11/30/2011 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 1,868.92 11/30/2011 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 7,078.04 11/30/2011 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 6,282.75 11/30/2011 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 253.30 11/30/2011 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 2,478.64 11/30/2011 71X4075 7175SAWHF 09/30/2017 02008 5.301900000 1,346,400.0000 11,897.46 11/30/2011 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 1,458.02 11/30/2011 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 36,256.74 11/30/2011 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 2,821.22 11/30/2011 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 5,676.26 11/30/2011 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 4,078.42 11/30/2011 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 961.61 11/30/2011 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 7,902.40 11/30/2011 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 16,385.50 11/30/2011 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 879.60 11/30/2011 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 40,350.13 11/30/2011 71X4075 7175DESI 09/30/2030 02009 4.489999200 13,245,000.0000 99,116.73 11/30/2011 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 34,762.70 11/30/2011 71X4075 7175GRAM 09/30/2012 02009 4.489999200 26,250.0000 196.44 11/30/2011 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 196.44 11/30/2011 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 34,393.39 11/30/2011 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 7,722.80 11/30/2011 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 7,161.55 11/30/2011 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 23,213.30 11/30/2011 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 5,233.09 11/30/2011 71X4075 7175PALRL 09/30/2015 02009 4.489999200 4,518,000.0000 33,809.69 11/30/2011 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 5,870.67 11/30/2011 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 178,851.63 11/30/2011 71X4075 7175SKS 09/30/2012 02009 4.489999200 67,900.0000 508.12 11/30/2011 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 41,532.49 11/30/2011 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 7,350.80 11/30/2011 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 7,647.50 11/30/2011 71X4075 7175CHBAN 09/30/2020 02010 2.300000400 1,692,000.0000 6,486.00 11/30/2011 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 5,359.38 11/30/2011 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 993.60 11/30/2011 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 5,537.25 11/30/2011 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 3,818.00 11/30/2011 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 597,000.0000 2,288.50 11/30/2011 71X4075 7175MGF 09/30/2017 02010 2.300000400 467,400.0000 1,791.70 11/30/2011 71X4075 7175SEKMG 09/30/2031 02010 2.300000400 487,500.0000 1,868.75 11/30/2011 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 9.58 11/30/2011 71X4075 717500016 09/30/2014 02011 1.000198800 309,400.0000 515.77 11/30/2011 71X4075 717500017 09/30/2018 02011 1.000198800 202,500.0000 337.57 11/30/2011 71X4075 717500019 09/30/2026 02011 1.000198800 1,765,470.0000 2,943.03 11/30/2011 71X4075 717500021 09/30/2017 02011 1.000198800 4,410,000.0000 7,351.46 11/30/2011 71X4075 7175ADP3 09/30/2017 02011 1.000198800 936,870.0000 1,561.76 11/30/2011 71X4075 7175AMIH 09/30/2021 02011 1.000198800 219,180.0000 365.37 11/30/2011 71X4075 7175BELP 09/30/2016 02011 1.000198800 630,000.0000 1,050.21 11/30/2011 71X4075 7175GLBK 09/30/2019 02011 1.000198800 1,452,000.0000 2,420.48 11/30/2011 71X4075 7175JOSHI 09/30/2015 02011 1.000198800 295,200.0000 492.10 11/30/2011 71X4075 7175PANNO 09/30/2021 02011 1.000198800 633,500.0000 1,056.04 11/30/2011 71X4075 7175PARKO 09/30/2015 02011 1.000198800 374,400.0000 624.12 11/30/2011 71X4075 7175SEKER 09/30/2014 02011 1.000198800 51,100.0000 85.18 11/30/2011 ------------------------ ---------------------- 264,050,929.0100 2,030,361.48 ======================== ====================== 264,050,929.0100 2,030,361.48 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00